Related papers: Diffusion limits for shortest remaining processing…
In this paper we analyze a single server queue with batch arrivals and semi-Markovian service times. We also include the feature that the first service of each busy period might have a different distribution than subsequent service times.…
In Internet environment, traffic flow to a link is typically modeled by superposition of ON/OFF based sources. During each ON-period for a particular source, packets arrive according to a Poisson process and packet sizes (hence service…
We address a single server queue control problem (QCP) in heavy traffic originating from Lee and Weerasinghe (2011). The state process represents the offered waiting time, the customer arrival has a state-dependent intensity, and the…
Continuous time random walks (CTRWs) are versatile models for anomalous diffusion processes that have found widespread application in the quantitative sciences. Their scaling limits are typically non-Markovian, and the computation of their…
The scaling invariance for chaotic orbits near a transition from unlimited to limited diffusion in a dissipative standard mapping is explained via the analytical solution of the diffusion equation. It gives the probability of observing a…
In previous papers we developed a deterministic fluid approximation for an overloaded Markovian queueing system having two customer classes and two service pools, known in the call-center literature as the X model. The system uses the…
We propose a unified approach to establishing diffusion approximations for queues with impatient customers within a general framework of scaling customer patience time. The approach consists of two steps. The first step is to show that the…
In recent years, several experiments highlighted a new type of diffusion anomaly, which was called Brownian yet non-Gaussian diffusion. In systems displaying this behavior, the mean squared displacement of the diffusing particles grows…
We present a new framework for designing nonpreemptive and job-size oblivious scheduling policies in the multiserver-job queueing model. The main requirement is to identify a static and balanced sub-partition of the server set and ensure…
We propose diffusion-like equations with time and space fractional derivatives of the distributed order for the kinetic description of anomalous diffusion and relaxation phenomena, whose diffusion exponent varies with time and which,…
We consider an input queued switch operating under the MaxWeight scheduling algorithm. This system is interesting to study because it is a model for Internet routers and data center networks. Recently, it was shown that the MaxWeight…
We study the load balancing system operating under Join the Shortest Queue (JSQ) in the many-server heavy-traffic regime. If $N$ is the number of servers, we let the difference between the total service rate and the total arrival rate be…
We study diffusion of particles in large-scale simulations of one-dimensional stochastic sandpiles, in both the restricted and unrestricted versions. The results indicate that the diffusion constant scales in the same manner as the activity…
Motivated by application in wireless networks, cloud computing, data centers etc, Stochastic Processing Networks have been studied in the literature under various asymptotic regimes. In the heavy-traffic regime, the steady state mean queue…
We consider a one-dimensional diffusion process $(X_t)$ which is observed at $n+1$ discrete times with regular sampling interval $\Delta$. Assuming that $(X_t)$ is strictly stationary, we propose nonparametric estimators of the drift and…
Standard continuous time random walk (CTRW) models are renewal processes in the sense that at each jump a new, independent pair of jump length and waiting time are chosen. Globally, anomalous diffusion emerges through action of the…
We consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case…
When particles/molecules diffuse in systems that contain obstacles, the steady-state regime (during which the mean-square displacement scales linearly with time, $\left< r^2 \right> \sim t$) is preceded by a transient regime. It is common…
This paper examines a continuous-time routing system with general interarrival and service time distributions, operating under the join-the-shortest-queue and power-of-two-choices policies. Under a weaker set of assumptions than those…
We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…